Skill: Rust Trading Development

When to use this skill

• •Adding or modifying trading strategies
• •Modifying the RiskManager or order validation
• •Financial calculations (prices, quantities, P&L)
• •Working with technical indicators

Templates available

Critical rules

Monetary precision (MANDATORY)

// ❌ FORBIDDEN
let price: f64 = 123.45;
let total = price * quantity;

// ✅ CORRECT
use rust_decimal::Decimal;
let price = Decimal::from_str("123.45").unwrap();
let total = price * quantity;

Why: Rounding errors in f64 can cause real financial losses.

Risk management

Every new strategy MUST respect the flow:

Analyst (generates TradeProposal) 
    → RiskManager (validates)
    → Executor (executes if approved)

The RiskManager applies the validation chain:

1. •BuyingPowerValidator
2. •CircuitBreakerValidator
3. •PDTValidator
4. •PositionSizeValidator
5. •SectorCorrelationValidator
6. •SentimentValidator

Mandatory tests

For any trading feature:

• • Unit tests for each technical indicator
• • Integration tests for complete flows
• • Backtests on historical data (if applicable)

Key files

Available technical indicators

The project uses the ta crate for indicators:

• •SMA, EMA (moving averages)
• •RSI (Relative Strength Index)
• •MACD (Moving Average Convergence Divergence)
• •Bollinger Bands
• •ADX (Average Directional Index)
• •ATR (Average True Range)

Example: Adding a new strategy

1. •Create the file in src/application/strategies/
2. •Implement the Strategy trait
3. •Add the mode to StrategyMode enum
4. •Register in StrategyFactory
5. •Add tests
6. •Document in docs/STRATEGIES.md